-99.5%
CDLX vs SPY
+81.0%
-180.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -0.5% | +14.6% | +15.3% |
| 7D | +14.8% | -0.4% | +15.1% | +15.5% |
| 30D | +12.4% | -1.4% | +13.7% | +16.0% |
| 3M | -10.3% | +3.7% | -14.0% | -18.5% |
| 6M | -42.1% | +13.0% | -55.1% | -58.1% |
| YTD | -62.9% | +12.4% | -75.3% | -72.9% |
| 1Y | -56.4% | +18.5% | -75.0% | -71.1% |
| 3Y | -97.5% | +77.6% | -175.2% | -99.5% |
| 5Y | -99.5% | +81.7% | -181.2% | -99.9% |
| All | -99.5% | +81.0% | -180.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling